Probabilistic risk aversion for generalized rank-dependent functions

DOI10.1007/S00199-024-01610-8MaRDI QIDQ6966928zbMATH OpenFDO

Authors Ruodu Wang, Qinyu Wu

Publication date 26 June 2025

Published in Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00199-024-01610-8

zbMATH Keywords

probabilistic mixturesquasi-convexityrank-dependent utilitiesrisk aversionsigned Choquet functions

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

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Cited in

(1)

• Prudence and higher-order risk attitudes in the rank-dependent utility model

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